NSE Cash IEOD Tick data with freak trades

#1
Hi guys,

I am not able to find a reliable IEOD historical TICK data provider that has the spikes/freak trades when the market opens. I need this as my analysis needs the correct High/Low, the one given by marketwatch window and not the one given by charts.

Nidhidatasystems has a very good tick data but it does not have the freak trade. Invest bulls has this freak trade accounted for in its data but it does not give TICK data.

Can anyone please point me to one who provides both? Even if it is not free, I am ready to pay a nominal fee. Also, can anyone confirm if TrueDataIndia's TICK data has this freak trade in it?

THank you.
 
#3
Hi guys,

I am not able to find a reliable IEOD historical TICK data provider that has the spikes/freak trades when the market opens. I need this as my analysis needs the correct High/Low, the one given by marketwatch window and not the one given by charts.

Nidhidatasystems has a very good tick data but it does not have the freak trade. Invest bulls has this freak trade accounted for in its data but it does not give TICK data.

Can anyone please point me to one who provides both? Even if it is not free, I am ready to pay a nominal fee. Also, can anyone confirm if TrueDataIndia's TICK data has this freak trade in it?

THank you.
yes u can join rcrt data service..live opeintrest data backffil on intrday absis
 
#4
Can u give example of spikes /freak trade data
Thanks
As soon as the market open, they clear out the after market hour orders and other orders it spikes and then normalizes back to a steady value. THis spike can also happen if someone placed a huge buy order at a very low price which resulted in a lot of sell orders getting executed, but then it will normalize and come down once there is no more demand/supply. THis spike is not shown in the charts but it will be recorded as a new high/low.

Take for example yesterday for DLF the charts didn't show opening high at 333.95, but if you look at the data from market watch window it showed high at 333.95 at around 9:00:01 or something. This high of 333.95 is not recorded in the tick data from nidhidatasystems. It is however seen in the 1-min data from investbulls. THis high is not seen in nse charts either.
 
#6
Hi,

I also looking for analysis the historical data, I check fully and found www .market-data-provider com provides 10 Yr historical tick by tick data for Rs 24999 per year's data which is actually evry costly.

So the total will come to 2.5 lakhs for about 10 years data. there is some discount if multiple years so it will come to 1.25 lakhs as 5+ years, there is 50% discount.

Only big guys can go for that.

But here if some 20-30 people collaborate then we can take about 5 years data pooling in 4-5K each. and then share the data .

Tell me if you guys are interested , i can manage the whole thing and we can benefit.
 

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